+141.1%
DRUG vs VOO
+82.3%
+58.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | -5.5% | +0.5% | -6.1% | -5.7% |
| 30D | -15.7% | -0.9% | -14.7% | -15.5% |
| 3M | +2.5% | +3.9% | -1.4% | +1.6% |
| 6M | -13.0% | +14.5% | -27.5% | -15.4% |
| YTD | -14.3% | +13.0% | -27.2% | -16.4% |
| 1Y | +55.7% | +19.4% | +36.3% | +51.0% |
| 3Y | +3,384.9% | +78.9% | +3,306.0% | +2,513.3% |
| 5Y | +141.1% | +82.3% | +58.8% | +81.3% |
| All | +141.1% | +82.3% | +58.8% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VOO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling